+36.3%
DIS vs MMM
+84.0%
-47.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +4.4% | +7.0% | -2.6% | +1.3% |
| 30D | +10.3% | +18.4% | -8.1% | +2.3% |
| 3M | +15.5% | +4.5% | +11.1% | +12.9% |
| 6M | +11.2% | +33.4% | -22.2% | -2.9% |
| YTD | +5.6% | +20.0% | -14.4% | -3.9% |
| 1Y | +7.7% | +15.0% | -7.3% | -0.1% |
| 3Y | +39.3% | +165.0% | -125.7% | -16.1% |
| 5Y | -29.5% | +47.9% | -77.4% | -43.3% |
| 10Y | +36.3% | +79.6% | -43.4% | -2.7% |
| All | +36.3% | +84.0% | -47.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling